CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 18-Aug-2008

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	1260-0	1300-0	40-0	3.2%	1230-0
High	1262-0	1332-4	70-4	5.6%	1326-2
Low	1260-0	1294-0	34-0	2.7%	1230-0
Close	1262-4	1331-6	69-2	5.5%	1262-4
Range	2-0	38-4	36-4	1,825.0%	96-2
ATR	40-5	42-6	2-1	5.2%	0-0
Volume	723	1,275	552	76.3%	5,154

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1434-7	1421-7	1352-7
R3	1396-3	1383-3	1342-3
R2	1357-7	1357-7	1338-6
R1	1344-7	1344-7	1335-2	1351-3
PP	1319-3	1319-3	1319-3	1322-6
S1	1306-3	1306-3	1328-2	1312-7
S2	1280-7	1280-7	1324-6
S3	1242-3	1267-7	1321-1
S4	1203-7	1229-3	1310-5

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1561-5	1508-3	1315-4
R3	1465-3	1412-1	1289-0
R2	1369-1	1369-1	1280-1
R1	1315-7	1315-7	1271-3	1342-4
PP	1272-7	1272-7	1272-7	1286-2
S1	1219-5	1219-5	1253-5	1246-2
S2	1176-5	1176-5	1244-7
S3	1080-3	1123-3	1236-0
S4	984-1	1027-1	1209-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1332-4	1238-4	94-0	7.1%	29-4	2.2%	99%	True	False	998
10	1345-0	1226-0	119-0	8.9%	30-3	2.3%	89%	False	False	1,260
20	1450-0	1226-0	224-0	16.8%	24-6	1.9%	47%	False	False	1,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1496-1
2.618	1433-2
1.618	1394-6
1.000	1371-0
0.618	1356-2
HIGH	1332-4
0.618	1317-6
0.500	1313-2
0.382	1308-6
LOW	1294-0
0.618	1270-2
1.000	1255-4
1.618	1231-6
2.618	1193-2
4.250	1130-3

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	1325-5	1319-7
PP	1319-3	1308-1
S1	1313-2	1296-2

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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